A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms

DOI10.1016/j.parco.2010.12.002zbMath1225.65037OpenAlexW1993166243WikidataQ115224051 ScholiaQ115224051MaRDI QIDQ645856

Enrique S. Quintana-Ortí, Alfredo Remón, Daniel Kressner, Peter Benner, Pablo Ezzatti

Publication date: 10 November 2011

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.parco.2010.12.002

zbMATH Keywords

model reductionLyapunov equationsmatrix sign functiongraphics processorsiterative refinementmulti-core processors

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05)

Related Items (max. 100)

Computational Methods for Linear Matrix Equations ⋮ Model order reduction for linear and nonlinear systems: a system-theoretic perspective ⋮ Large-scale Stein and Lyapunov equations, Smith method, and applications ⋮ A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations ⋮ Low-Rank Updates of Matrix Functions ⋮ Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations ⋮ Solving matrix equations on multi-core and many-core architectures ⋮ A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function ⋮ A dual heterogeneous island genetic algorithm for solving large size flexible flow shop scheduling problems on hybrid multicore CPU and GPU platforms

Uses Software

• LAPACK
• SCASY
• CUDA
• mctoolbox
• Algorithm 432
• benchmodred

Cites Work

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• Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
• Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
• Solving the algebraic Riccati equation with the matrix sign function
• Solving stable generalized Lyapunov equations with the matrix sign function
• Fast Solution of Optimal Control Problems in the Selective Cooling of Steel
• Algorithm 904
• A Novel Parallel QR Algorithm for Hybrid Distributed Memory HPC Systems
• Solving linear-quadratic optimal control problems on parallel computers
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• Accuracy and Stability of Numerical Algorithms
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Approximation of Large-Scale Dynamical Systems

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